-1.2%
BA vs PENG
+520.3%
-521.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -23.0% | +20.5% | +1.6% |
| 7D | -0.1% | -36.7% | +36.6% | +7.3% |
| 30D | -9.1% | -42.0% | +32.9% | -1.8% |
| 3M | -28.2% | -33.2% | +5.0% | -25.1% |
| 6M | -23.1% | +2.1% | -25.2% | -30.0% |
| YTD | -20.6% | +90.3% | -110.8% | -37.5% |
| 1Y | -12.7% | +67.7% | -80.4% | -29.7% |
| 3Y | -11.6% | +154.2% | -165.8% | -38.9% |
| 5Y | -23.1% | +28.3% | -51.4% | -42.6% |
| All | -1.2% | +520.3% | -521.5% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling